#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Generic;
using Cephei.QL.Math;
using Cephei.QL;
using Cephei.QL.Models;
using Cephei.QL.Math.Optimization;
using Cephei.QL.Models.Shortrate;
namespace Cephei.QL.Models.Shortrate.Onefactormodels
{
     // <summary> 
	// ! This class implements the Vasicek model defined by \f[ dr_t = a(b - r_t)dt + \sigma dW_t , \f] where \f$ a \f$, \f$ b \f$ and \f$ \sigma \f$ are constants; a risk premium \f$ \lambda \f$ can also be specified.  \ingroup shortrate
	// </summary>
    [Guid ("9FB10BAC-828E-4cf5-B910-05E037423558"),ComVisible(true)]
	public interface IVasicek : Cephei.QL.Models.Shortrate.IOneFactorAffineModel
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        
		 Double DiscountBondOption(QL.Option.TypeEnum type, Double strike, Double maturity, Double bondMaturity);
    }

    // <summary> 
	// ! This class implements the Vasicek model defined by \f[ dr_t = a(b - r_t)dt + \sigma dW_t , \f] where \f$ a \f$, \f$ b \f$ and \f$ \sigma \f$ are constants; a risk premium \f$ \lambda \f$ can also be specified.  \ingroup shortrate Factory
	// </summary>
   	[ComVisible(true)]
    public interface IVasicek_Factory // : Collection_Factory<IVasicek, ICell<IVasicek>>
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
        
	    IVasicek Create (Microsoft.FSharp.Core.FSharpOption<Double> r0, Microsoft.FSharp.Core.FSharpOption<Double> a, Microsoft.FSharp.Core.FSharpOption<Double> b, Microsoft.FSharp.Core.FSharpOption<Double> sigma, Microsoft.FSharp.Core.FSharpOption<Double> lambda);
    }
}

